CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 0.8126 0.8126 -0.0001 0.0% 0.8220
High 0.8162 0.8141 -0.0021 -0.3% 0.8246
Low 0.8111 0.8103 -0.0008 -0.1% 0.8013
Close 0.8127 0.8116 -0.0011 -0.1% 0.8048
Range 0.0051 0.0038 -0.0013 -25.5% 0.0233
ATR 0.0062 0.0061 -0.0002 -2.8% 0.0000
Volume 72,168 49,556 -22,612 -31.3% 403,281
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8234 0.8213 0.8136
R3 0.8196 0.8175 0.8126
R2 0.8158 0.8158 0.8122
R1 0.8137 0.8137 0.8119 0.8128
PP 0.8120 0.8120 0.8120 0.8116
S1 0.8099 0.8099 0.8112 0.8090
S2 0.8082 0.8082 0.8109
S3 0.8044 0.8061 0.8105
S4 0.8006 0.8023 0.8095
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8801 0.8658 0.8176
R3 0.8568 0.8425 0.8112
R2 0.8335 0.8335 0.8091
R1 0.8192 0.8192 0.8069 0.8147
PP 0.8102 0.8102 0.8102 0.8080
S1 0.7959 0.7959 0.8027 0.7914
S2 0.7869 0.7869 0.8005
S3 0.7636 0.7726 0.7984
S4 0.7403 0.7493 0.7920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8162 0.8008 0.0154 1.9% 0.0067 0.8% 70% False False 73,350
10 0.8278 0.8008 0.0270 3.3% 0.0064 0.8% 40% False False 77,222
20 0.8328 0.8008 0.0320 3.9% 0.0062 0.8% 34% False False 51,506
40 0.8328 0.8008 0.0320 3.9% 0.0055 0.7% 34% False False 26,046
60 0.8328 0.7905 0.0423 5.2% 0.0054 0.7% 50% False False 17,409
80 0.8328 0.7853 0.0475 5.8% 0.0053 0.6% 55% False False 13,075
100 0.8328 0.7775 0.0553 6.8% 0.0051 0.6% 62% False False 10,467
120 0.8328 0.7767 0.0561 6.9% 0.0051 0.6% 62% False False 8,729
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8303
2.618 0.8240
1.618 0.8202
1.000 0.8179
0.618 0.8164
HIGH 0.8141
0.618 0.8126
0.500 0.8122
0.382 0.8118
LOW 0.8103
0.618 0.8080
1.000 0.8065
1.618 0.8042
2.618 0.8004
4.250 0.7942
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 0.8122 0.8114
PP 0.8120 0.8113
S1 0.8118 0.8112

These figures are updated between 7pm and 10pm EST after a trading day.

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